New Approaches to the Monotonicity Inequality for Linear Stochastic PDEs

2025/01/16 by Suprio Bhar, Bhar, Suprio, Arvind Kumar Nath +1
Economics, Econometrics and Finance · #46E35 #46F10 #60H15 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2501.09392

openalex publication_date 2025/01/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The Monotonicity inequality is an important tool in the understanding of existence and uniqueness of strong solutions for Stochastic PDEs. In this article, we discuss three approaches to establish this deterministic inequality explicitly.

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